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1、FINANCIALASSETPRICINGTHEORYThispageintentionallyleftblankFinancialAssetPricingTheoryCLAUSMUNK13GreatClarendonStreet,Oxford,OX26DP,UnitedKingdomOxfordUniversityPressisadepartmentoftheUniversityofOxford.ItfurtherstheUniversity’sobjectiveofexcellenceinresearch,scholarship,andeducationby
2、publishingworldwide.OxfordisaregisteredtrademarkofOxfordUniversityPressintheUKandincertainothercountries©ClausMunk2013ThemoralrightsoftheauthorhavebeenassertedFirstEditionpublishedin2013Impression:1Allrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortr
3、ansmitted,inanyformorbyanymeans,withoutthepriorpermissioninwritingofOxfordUniversityPress,orasexpresslypermittedbylaw,bylicenceorundertermsagreedwiththeappropriatereprographicsrightsorganization.EnquiriesconcerningreproductionoutsidethescopeoftheaboveshouldbesenttotheRightsDepartment
4、,OxfordUniversityPress,attheaddressaboveYoumustnotcirculatethisworkinanyotherformandyoumustimposethissameconditiononanyacquirerBritishLibraryCataloguinginPublicationDataDataavailableISBN978–0–19–958549–6PrintedinGreatBritainbytheMPGPrintgroup,UKLinkstothirdpartywebsitesareprovidedbyO
5、xfordingoodfaithandforinformationonly.Oxforddisclaimsanyresponsibilityforthematerialscontainedinanythirdpartywebsitereferencedinthiswork.PrefaceThebookisintendedtoserveasatextbookforacourseinAssetPricingTheoryorAdvancedFinancialEconomics,eitherinaPh.D.programmeorinanadvancedMasterofS
6、cienceprogramme.Itwillalsobeausefulreferencebookforresearchersandfinanceprofessionals.Theoverallpurposeofthebookisthat,afterreadingthroughandunder-standingthebook,thereaderwill•haveacomprehensiveoverviewoftheclassicandthecurrentresearchintheoreticalassetpricing,•beabletoreadandunders
7、tandstate-of-the-artresearchpapersinthefield,•beabletoevaluateanddiscusssuchpapers,and•beabletoapplytheconceptsandresultsofthebooktotheirownresearchprojectsortoreal-lifeassetvaluationproblems.Alargepartofthematerialiscoveredbyotherassetpricingtextbooks.ThebooksbyIngersoll(1987),Huang
8、andLitzenber
